Three classes of decomposable distributions
type: Item
instance of: scholarly article
title: Three classes of decomposable distributions
zbMATH Open document ID: 1479.60035
author: Wissem Jedidi
author: Kholoud Basalim
author: Safa Bridaa
published in: Open Mathematics
publication date: 2021-11-29T00:00:00Z
review text: The paper investigates a subclass of positive infinitely divisible random variables \(X\) such that \(cX\mathop = \limits^d {X_c} + {Z_c}\) for any \(c \in (0,1)\), where \(\mathop = \limits^d \) denotes the equality of distributions, \({X_c}\) is the value of a subordinator \(({X_t},t \ge 0)\) at the moment \(t = c\), \({Z_c}\) is a random variable independent of \({X_c}\), and \(X = {X_1}\). It refines some previously obtained results.
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 7435594
zbMATH Keywords: Bernstein functions
zbMATH Keywords: complete monotonicity
zbMATH Keywords: concavity
zbMATH Keywords: convexity
zbMATH Keywords: infinite divisibility
zbMATH Keywords: Laplace transform
zbMATH Keywords: Mellin-Euler differential operator
zbMATH Keywords: stable distribution
zbMATH Keywords: subordinators
reviewed by: Oleg K. Zakusilo
MaRDI profile type: Publication
full work available at URL: math-2020-0124
OpenAlex ID: W3125435427
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DOI: 10.1515/MATH-2020-0124
description: scientific article; zbMATH DE number 7435594